Stochastic Fractional HP Equations
Differential Geometry
2009-06-25 v1 Dynamical Systems
Abstract
In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fractional Hamiltonian equations, Langevin fractional equations were found and numerical simulations were done.
Cite
@article{arxiv.0906.4510,
title = {Stochastic Fractional HP Equations},
author = {Chis Oana and Opris Dumitru},
journal= {arXiv preprint arXiv:0906.4510},
year = {2009}
}
Comments
10 pages, 6 figures will be presented at "Symposium of Fractional Signals and Systems", Lisabona, 4-6 November, 2009